+337.5%
AMD vs AEP
+65.1%
+272.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +1.8% | +0.8% | +2.5% |
| 30D | -0.9% | -0.8% | -0.1% | -0.9% |
| 3M | -8.7% | -1.8% | -6.9% | -8.8% |
| 6M | +136.3% | -5.4% | +141.7% | +136.3% |
| YTD | +123.0% | +10.4% | +112.5% | +120.0% |
| 1Y | +195.2% | +18.2% | +177.0% | +190.3% |
| 3Y | +336.3% | +79.0% | +257.4% | +290.3% |
| All | +337.5% | +65.1% | +272.4% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling